Research map / Reinforcement learning / Policy gradient and actor-critic
A Unifying View of Linear Function Approximation in Off-Policy RL Through Matrix Splitting and Preconditioning
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Gives necessary and sufficient convergence conditions for linear TD in off-policy policy evaluation via matrix splitting and preconditioning, showing TD, PFQI and FQI differ by preconditioner rather than number of updates.
Problem
Off-policy policy evaluation with linear function approximation: when does TD converge, and how do TD, partial fitted Q-iteration and FQI relate?
Approach
Views TD as an iterative solver (matrix splitting with a positive-constant preconditioner) for the target linear system, deriving exact convergence conditions (consistency, positive semi-stability, index ≤ 1, step-size bound) and an encoder-decoder interpretation of the system dynamics matrix.
Key results
- TD converges for any initial point if and only if the target linear system is consistent and the iteration matrix I - alpha(Sigma_cov - gamma Sigma_cr) is semiconvergent.
- For full-column-rank or rank-invariant features, TD is stable iff Sigma_cov - gamma Sigma_cr is positive semi-stable with index at most 1.
- TD is stable when state-action feature vectors are orthogonal, and in the on-policy setting when Phi is not full column rank.
Surprising findings
- The commonly held view that TD, PFQI and FQI differ only in the number of updates toward the target is claimed to be inaccurate.
- The star MDP and prior batch-setting analyses are said to show TD can diverge with over-parameterized linearly independent features, and one prior sufficient condition is claimed to be incorrect.
Limitations
- Analysis is restricted to linear function approximation and expected (and extended batch/stochastic) TD.
- Batch TD extension is argued by replacing matrices with empirical counterparts rather than fully proven in the excerpt.
Experimental setup
Baselines: TD FQI PFQI
Builds on: temporal difference learning fitted Q-iteration partial fitted Q-iteration
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